RFR WG: Difference between revisions
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*[[Swiss National Working Group]] | *[[Swiss National Working Group]] | ||
*[[The Working Group on Sterling Risk-Free Reference Rates]] | *[[The Working Group on Sterling Risk-Free Reference Rates]] | ||
*[[Japanese Study Group on Risk-Free Reference Rates]] | *[[Japanese Study Group on Risk-Free Reference Rates]] | ||
Revision as of 23:49, 6 July 2018
Risk-Free Rate Working Groups.
One of a number of working groups world-wide, established to support the transition from LIBOR to alternative benchmark interest rates, such as SONIA (GBP), SOFR (USD), SARON (CHF).
See also
- Benchmark
- LIBOR
- Risk-free rates
- SONIA
- Swiss National Working Group
- The Working Group on Sterling Risk-Free Reference Rates
- Japanese Study Group on Risk-Free Reference Rates
Other links
LIBOR: Goodbye to all that, The Treasurer